RATS for UNIX 7.10. Run on Jul 15 2015
(c) 1992-2007 Thomas A. Doan. All rights reserved

Linear Regression - Estimation by Least Squares
HAC Standard Errors with Newey-West/Bartlett Window and 4 Lags
Dependent Variable GB_REVGAPSQ
Quarterly Data From 1966:01 To 2006:04
Usable Observations    164      Degrees of Freedom   162
Centered R**2     0.089683      R Bar **2   0.084063
Uncentered R**2   0.332003      T x R**2      54.448
Mean of Dependent Variable      1.3800302732
Std Error of Dependent Variable 2.2983122010
Standard Error of Estimate      2.1995901047
Sum of Squared Residuals        783.78785385
Log Likelihood                    -360.97622
Durbin-Watson Statistic             0.156397

   Variable                     Coeff       Std Error      T-Stat     Signif
*******************************************************************************
1.  Constant                  1.743929457  0.454349218      3.83830  0.00012389
2.  DUM98Q1                  -1.657762949  0.455028182     -3.64321  0.00026926

Difference in means =       -1.65776

Statistics on Series T_OVN_RMSE
Quarterly Data From 1947:01 To 3196:04
Observations                5000
Sample Mean             0.304838      Variance            2.097211
Standard Error          1.448175      of Sample Mean      0.020480
t-Statistic (Mean=0)   14.884472      Signif Level        0.000000
Skewness                1.098831      Signif Level (Sk=0) 0.000000
Kurtosis (excess)       2.322375      Signif Level (Ku=0) 0.000000
Jarque-Bera          2129.822903      Signif Level (JB=0) 0.000000

Minimum                -3.429502      Maximum             9.036464
01-%ile                -2.244107      99-%ile             4.998878
05-%ile                -1.638895      95-%ile             3.034387
10-%ile                -1.305636      90-%ile             2.101083
25-%ile                -0.661560      75-%ile             1.033201
Median                  0.094938

